I ran into a problem where I needed to capture Page Up, Page Down, Home and End (to use for quick keys for navigation); however, the standard events were not capturing them. Not sure if this helps you in your situation; but, maybe worth a look into.
Protected Overrides Function ProcessCmdKey(ByRef msg As System.Windows.Forms.Message, ByVal keyData As System.Windows.Forms.Keys) As Boolean
Select Case keyData
Case Keys.PageDown, Keys.PageUp, Keys.End, Keys.Home
RaiseEvent CommandKeyPress(keyData)
End Select
MyBase.ProcessCmdKey(msg, keyData)
End Function